How to rotate a curve to show on a different axis?
Rotating
You can rotate objects with R:

In the above gif I pressed R (rotate) X (axis to rotate on) 90 (degrees to rotate). I then did the same, pressing Z instead of X to rotate around the Z axis.
There are several other ways to rotate objects, see the wiki for more detail.
Align to view
Note that when you first add an object, there is an option to align it to the view: